+416.1%
AVAV vs AMP
+1,265.0%
-848.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | 0.0% | +3.3% | -3.4% | -1.1% |
| 30D | -9.9% | +4.2% | -14.2% | -11.1% |
| 3M | -34.7% | -6.4% | -28.3% | -33.4% |
| 6M | -26.6% | +12.4% | -39.0% | -29.5% |
| YTD | -48.9% | +7.4% | -56.4% | -50.3% |
| 1Y | -63.0% | +14.7% | -77.7% | -64.8% |
| 3Y | +1.6% | +60.8% | -59.2% | -13.7% |
| 5Y | +34.5% | +83.4% | -48.9% | +8.0% |
| 10Y | +359.3% | +473.5% | -114.3% | +155.1% |
| All | +416.1% | +1,265.0% | -848.9% | +136.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling